Event Study Metrics has just been updated to version 1.06. Most importantly, this update features an all-new import dialogue, including a preview window that helps you in the import process. You can now chose among the most common date and number formats. In addition, you can set your custom delimiter. What’s even better you can see the effects of these changes on the imported dataset instantly. Event Study Metrics will warn you if the chosen formats cannot be applied to the source data.
Ladies and Gentlemen – start your update engines! We’re proud to release our biggest update to Event Study Metrics yet. Version 1.05 – available though the in-app update mechanism – comes with a couple of exciting additions to the software:
Most importantly, we’ve added an all-new datacenter to the menu. You can now download Fama-French factors for the United States and Germany from within the software! The data is identical to the data offered by Kenneth French (for the U.S.) and Richard Stehle (for Germany); in fact, their data is pulled down and converted into the right format in the background. Thanks to both of them for allowing us to make the use of multi-factor models even more convenient.
In addition, you can now run multi-country market models, meaning that different (!) market indices can be used within the same event study (yes, that’s big!). Just like with a single country study, you can import the index returns and then allocate the right country ID to your event and run the event study. The rest is taken care of automatically!
The update also contains significant performance enhancements within the calendar time portfolio approach as well as the usual bug fixes. The manual has been updated accordingly. The update is free for all Event Study Metrics users.
Welcome to our new website! For the past couple of months, we have been working on an entire redesign of the website with the goal of making more information about the event study methodology easily accessible, while at the same time keeping a structure that is easy to understand and also visually appealing. We’re happy with the results and hope that you are, too. Thanks a lot to the team at Withus & Pothe who helped us tremendously in this effort (yes, we were not always easy).
In this blog section, we’ll keep you updated about maintenance and security updates to the Event Study Metrics software, new products (we have something exciting coming up in the next couple of months), as well as tips and tricks around our software and the event study methodology.